ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 26-Oct-2016
Day Change Summary
Previous Current
25-Oct-2016 26-Oct-2016 Change Change % Previous Week
Open 1,223.4 1,212.9 -10.5 -0.9% 1,209.2
High 1,226.8 1,214.8 -12.0 -1.0% 1,224.7
Low 1,210.7 1,199.0 -11.7 -1.0% 1,203.4
Close 1,214.1 1,202.0 -12.1 -1.0% 1,216.4
Range 16.1 15.8 -0.3 -1.9% 21.3
ATR 16.3 16.2 0.0 -0.2% 0.0
Volume 57,831 81,263 23,432 40.5% 358,786
Daily Pivots for day following 26-Oct-2016
Classic Woodie Camarilla DeMark
R4 1,252.8 1,243.3 1,210.8
R3 1,236.8 1,227.3 1,206.3
R2 1,221.0 1,221.0 1,205.0
R1 1,211.5 1,211.5 1,203.5 1,208.5
PP 1,205.3 1,205.3 1,205.3 1,203.8
S1 1,195.8 1,195.8 1,200.5 1,192.5
S2 1,189.5 1,189.5 1,199.0
S3 1,173.8 1,180.0 1,197.8
S4 1,157.8 1,164.3 1,193.3
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 1,278.8 1,268.8 1,228.0
R3 1,257.5 1,247.5 1,222.3
R2 1,236.3 1,236.3 1,220.3
R1 1,226.3 1,226.3 1,218.3 1,231.3
PP 1,214.8 1,214.8 1,214.8 1,217.3
S1 1,205.0 1,205.0 1,214.5 1,210.0
S2 1,193.5 1,193.5 1,212.5
S3 1,172.3 1,183.8 1,210.5
S4 1,151.0 1,162.3 1,204.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,231.3 1,199.0 32.3 2.7% 15.0 1.3% 9% False True 71,277
10 1,231.3 1,199.0 32.3 2.7% 14.3 1.2% 9% False True 74,553
20 1,255.0 1,199.0 56.0 4.7% 17.0 1.4% 5% False True 79,860
40 1,261.3 1,198.6 62.7 5.2% 17.8 1.5% 5% False False 81,015
60 1,261.3 1,198.0 63.3 5.3% 14.3 1.2% 6% False False 54,028
80 1,261.3 1,139.3 122.0 10.1% 12.0 1.0% 51% False False 40,522
100 1,261.3 1,074.6 186.7 15.5% 11.3 0.9% 68% False False 32,427
120 1,261.3 1,074.6 186.7 15.5% 9.8 0.8% 68% False False 27,023
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,282.0
2.618 1,256.3
1.618 1,240.3
1.000 1,230.5
0.618 1,224.5
HIGH 1,214.8
0.618 1,208.8
0.500 1,207.0
0.382 1,205.0
LOW 1,199.0
0.618 1,189.3
1.000 1,183.3
1.618 1,173.5
2.618 1,157.8
4.250 1,131.8
Fisher Pivots for day following 26-Oct-2016
Pivot 1 day 3 day
R1 1,207.0 1,215.3
PP 1,205.3 1,210.8
S1 1,203.8 1,206.5

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These figures are updated between 7pm and 10pm EST after a trading day.

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